معرفی
Jean-David Fermanian is a Professor of Finance and Statistics at ENSAE Paris and a researcher at CREST. His work focuses on financial econometrics, dependence modeling, risk management, credit derivatives, and financial applications of machine learning.
Research Interests:
- Dependence modeling (copulas)
- Credit risk
- Risk management
- Multivariate dynamic models
- Machine learning in finance/insurance
Academic Affiliation:
- Institut Polytechnique de Paris
- ENSAE-CREST
Education:
- Graduate of Ecole Normale Supérieure
- Graduate of ENSAE
- PhD in Statistics from University Paris 6
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- JJean-David FERMANIANPolytechnic Institute of Paris · استاد
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